+150.0%
IONQ vs UDR
+27.3%
+122.7%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.9% | -7.3% | -6.9% |
| 7D | -11.5% | -0.4% | -11.1% | -11.2% |
| 30D | -8.1% | +7.8% | -15.8% | -12.3% |
| 3M | -35.8% | -2.8% | -33.0% | -35.0% |
| 6M | -47.7% | -1.4% | -46.3% | -48.9% |
| YTD | -35.6% | +3.4% | -39.0% | -39.2% |
| 1Y | -36.4% | +9.9% | -46.3% | -43.1% |
| 3Y | +150.0% | +28.5% | +121.5% | +50.2% |
| All | +150.0% | +27.3% | +122.7% | +50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded UDR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling